Approximating Matrix Eigenvalues by Subspace Iteration with Repeated Random Sparsification

DOI10.1137/21M1422513zbMath1500.65014arXiv2103.12109OpenAlexW3212944728MaRDI QIDQ5038410

Samuel M. Greene, Jonathan Weare, Robert J. Webber, Timothy C. Berkelbach

Publication date: 30 September 2022

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.12109

zbMATH Keywords

eigenvaluesMonte Carlo methodrandomized algorithmssubspace iteration

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Monte Carlo methods (65C05) Randomized algorithms (68W20)

Uses Software

• JDQZ
• PySCF
• emcee
• GitHub

Cites Work

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